Issue
This Content is from Stack Overflow. Question asked by Aneetha Daniels
How can we numerically solve the below to equations using R multiroot function when E_(μ,σ) (X)=1
and 〖var〗_(μ,σ) (X)=1
? I am interested in finding the values of μ and σ.
mean and variance of truncated normal distribution
Here α=(a-μ)/σ and β=(b-μ)/σ
. I used the following code, but I’m not getting an answer. Is there any other code I may use to get what I want ?
mubar<-1
sigmabar<-1
a<-0.5
b<-5.5
model <- function(x)c(F1 = mubar-x[1]+x[2]*((pnorm((b-x[1])/x[2])-pnorm(a-x[1])/x[2])/(dnorm((b-x[1])/x[2])-dnorm((a-x[1])/x[2]))),
F2 = sigmabar^2-x[2]^2(1-(((b-x[1])/x[2]*pnorm((b-x[1])/x[2])-(a-x[1])/x[2]*pnorm((a-x[1])/x[2]))/(dnorm((b-x[1])/x[2])-dnorm((a-x[1])/x[2])))-((pnorm((b-x[1])/x[2])-pnorm((a-x[1])/x[2]))/(dnorm((b-x[1])/x[2])-dnorm((a-x[1])/x[2])))^2) )
(ss <- multiroot(f = model, start = c(1, 1)))
Solution
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